The Olympian co-hosted ET on Monday.
"I was like, 'Well, I have an engagement ring but you don't, so not everybody knows we're engaged.' And I think it should be like, really equal,'" Vonn recalled while co-hosting ET on Monday.
"We were going to give each other rings, so I just kind of made a thing about it," she continued. "But I never knew it was going to be that big of a deal... I just wanted to do something that was for us, and special for us."
Vonn recruited the pair's dogs for the occasion, and staged them around the Christmas tree. She and Subban were already wearing "cheesy matching pajamas."
"I thought it was great," she gushed.
Vonn and Subban were supposed to tie the knot over the summer, but now with COVID-19, they're not sure when they'll make it down the aisle.
"His family is in Canada, so I can't even travel there. My family is kind of scattered all over the U.S. My sister lives in Italy with her husband, so getting everyone together at this point is next to impossible," she explained. "So I haven't even begun to think about planning. Ideally a perfect wedding would just be all my friends and family and less of a ceremony and more of a party."
Vonn has thought about doing something small with just her and Subban, but notes the hockey player really wants his family there. "I respect that, so we're going to wait," she shared.
In the meantime, Vonn is finding ways to stay busy. She hosted Amazon Prime Video's adventure competition series The Pack, which saw 12 dogs and their people participate in different races in cities around the world. The winner, Mark LeBlanc, and his dog Ace won $500,000 and a $250,000 donation to the animal charity of their choice.
Vonn is already thinking about season two.
"I think everyone's really excited about it, and how season one's gone, I know that everyone involved thinks that there will be," she said. "But we'll just cross our fingers and hope the borders open and we can do some crazy adventure around the world again."
See more on Vonn in the video below.